+1,348.4%
ABBV vs AA
+107.1%
+1,241.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.6% |
| 7D | +2.8% | +1.2% | +1.5% | +2.6% |
| 30D | +7.0% | -5.0% | +12.0% | +7.4% |
| 3M | +19.2% | -22.2% | +41.5% | +21.7% |
| 6M | +47.8% | -36.3% | +84.1% | +52.9% |
| YTD | +32.5% | -24.2% | +56.7% | +34.0% |
| 1Y | +38.4% | +3.9% | +34.5% | +35.6% |
| 3Y | +134.3% | +67.6% | +66.7% | +112.7% |
| 5Y | +200.6% | -8.8% | +209.5% | +178.6% |
| 10Y | +590.1% | +45.0% | +545.2% | +435.9% |
| All | +1,348.4% | +107.1% | +1,241.3% | +936.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling